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Position Math

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Daily Loss Limit Calculator

Convert a daily loss limit and risk per trade into the loss streak that breaches the day, then estimate how often that streak can appear.

A daily loss limit calculator converts an account limit and risk per trade into the number of straight losses that would breach the day, then uses the same exact loss-streak math to estimate how often that breach-length run appears within your planned trades.

Daily rule and trade plan

breach losses = ceil(limit / risk) · P(breach run) reuses exact loss-streak DP

Daily breach math

Daily loss limit—
Risk per trade—
Consecutive losses to breach—
Consecutive losses survivable—
Max risk to survive target streak—
Breach-length run in N trades—
Pure breach streak probability—
Type your daily rule and risk per trade.

How it works

What this calculator does

Daily loss rules matter because a trader can lose the day before the full strategy sample has time to play out. This tool converts your account size, daily loss limit and risk per trade into the number of straight losses that would breach the day.

The formulas

daily loss amount = account × daily loss %

risk per trade = account × risk %

losses to breach = ceil(daily loss amount / risk per trade)

losses survivable = losses to breach − 1

max risk to survive x losses = daily loss amount / (x + 1)

The probability panel reuses the exact losing-streak dynamic program: it estimates the chance that a breach-length loss run appears within the number of trades you plan to take in a day.

Worked example

On a $10,000 account with a 3% daily limit and 1% risk per trade, the daily limit is $300 and each loss is $100. Three straight losses reaches the limit, so only two are survivable. To survive five straight losses, risk would need to be no more than 300 / 6 = $50 per trade.

What it deliberately does not do

It does not model partial wins, commissions, slippage, trailing daily equity definitions, or firm-specific rule language. Use the exact rulebook of the account you trade. This page is a planning estimate from your inputs.

Frequently asked questions

How many losses breach a daily loss limit?
Divide the daily loss amount by risk per trade and round up: ceil(limit / risk). If the limit is $300 and risk is $100, the third straight loss reaches the limit.
Why does the max risk to survive x losses use x + 1?
To survive x straight losses, the next loss still must not breach the limit. That means risk must be no more than limit / (x + 1).
Is the breach probability a prediction?
No. It is a model estimate based on independent trades with the win rate you enter. Real loss clustering can make the actual streak risk higher or lower.
Does this apply only to prop accounts?
No. Any trader can use a daily stop, but prop and funded accounts make the rule explicit. The math is the same when the user supplies the limit and risk.
What if my rule counts floating drawdown differently?
Then translate the rule into the effective daily loss amount before using this calculator. This tool does not encode any specific firm's changing rulebook.

Related calculators

Prop Firm Pass OddsLosing StreakTrailing Drawdown

Funded-account checks

Use these three pages as a simple path: understand the rules, stress a scenario, then track consistency before a payout.

1Understand the ruleCompare challenge types, drawdown floors and payout logic.2Run a breach scenarioModel intraday vs end-of-day trailing drawdown before sizing a trade.3Track consistencyCheck whether one big day is blocking payout eligibility.
Information tool only. Every result is deterministic arithmetic (for the simulator, a probability estimate) from the numbers you enter. The calculators run in your browser with no account connection and nothing stored; the pairs scanner uses delayed, cached market data (daily figures, refreshed once a day), not a live feed. This is not investment, trading, tax, or financial advice — verify against your own broker or prop firm before acting.
Disclosure. Some outbound links may be affiliate or partner links; they never change how a tool computes.
Position Math · updated 2026-07-04 · all calculators
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Information tool only — not investment, trading, tax, or financial advice. All computation runs in your browser.